Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 4,78% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 250 702 | 250 702 | 51 192 CHF | 53 699 CHF | 99,08% | 99,08% |
15/07/2024 | 4,96% | 0,20 CHF | 0,21 CHF | 275 000 | 275 000 | 259 121 | 259 119 | 50 968 CHF | 53 559 CHF | 99,04% | 99,04% |
12/07/2024 | 4,97% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 258 021 | 258 021 | 50 621 CHF | 53 201 CHF | 98,81% | 98,81% |
11/07/2024 | 5,50% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 290 042 | 290 042 | 51 271 CHF | 54 171 CHF | 97,65% | 97,65% |
10/07/2024 | 5,50% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 097 CHF | 56 097 CHF | 95,16% | 95,16% |
09/07/2024 | 5,50% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 045 CHF | 56 045 CHF | 98,69% | 98,69% |
08/07/2024 | 5,22% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 280 221 | 280 221 | 52 248 CHF | 55 051 CHF | 98,55% | 98,55% |
05/07/2024 | 5,35% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 293 439 | 293 438 | 53 406 CHF | 56 340 CHF | 99,17% | 99,17% |
04/07/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 275 363 | 275 363 | 52 353 CHF | 55 106 CHF | 99,17% | 99,17% |
03/07/2024 | 5,40% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 54 080 CHF | 57 080 CHF | 98,45% | 98,45% |